OEK
Welcome to the homepage of the chair of econometrics!
Sat, 01. Feb. 2020 Rammert, Timo
Verabschiedung Alexander Gerber
Mon, 06. Jan. 2020 Rammert, Timo
Paper "Where does the tail begin? An approach based on scoring rules"
The paper "Where does the tail begin? An approach based on scoring rules" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal Econometric Reviews. The publication can be found here.
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Fri, 03. Jan. 2020 Rammert, Timo
Verabschiedung Jonathan Berrisch und Alexander Blasberg
Zum Ende des Jahres 2019 haben Jonathan Berrisch und Alexander Blasberg unseren Lehrstuhl verlassen. Wir bedauern es zwei sehr geschätzte Kollegen zu verlieren, möchten uns aber zeitgleich für ihre hervorragende Arbeit als...
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Wed, 11. Dec. 2019 Massing, Till
SHK gesucht
Der Lehrstuhl für Ökonometrie sucht studentische Hilfskräfte. Details entnehmen Sie bitte der Ausschreibung.
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Mon, 23. Sep. 2019 Rammert, Timo
Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"
The paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles" by Dr. Yannick Hoga has been accepted for the Journal of Financial Econometrics. The paper can be viewed here.
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Mon, 09. Sep. 2019 Rammert, Timo
Paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" published.
The paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" by Dr. Till Massing has been accepted by the peer reviewed Journal Financial Markets and Portfolio Management. The...
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Fri, 12. Jul. 2019 Arnold, Martin
Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" published.
The Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" by Prof. Dr. Christoph Hanck and Martin Arnold has been accepted by the peer reviewed Journal of Risk and Financial...
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Tue, 21. May. 2019 Rammert, Timo
Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.
The paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" by Dr. Till Massing has been accepted by the peer reviewed Journal Statistics.
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Wed, 17. Apr. 2019 Rammert, Timo
PhDs awarded to Till Massing und Jan Prüser
Tue, 05. Mar. 2019 Rammert, Timo
Preparatory course in R
This term we will offer a preparatory course in R which gives an introduction to the statistical programming language R.
All students with no or little knowledge in R who want to take the course time series analysis are strongly...
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Mon, 11. Feb. 2019 Schmelzer, Martin
Paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" published.
The paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" by Till Massing et. al. has been accepted by the peer reviewed Journal of Statistics Education.
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Thu, 10. Jan. 2019 Rammert, Timo
Paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach"
The paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal of Time Series Analysis. The publication can be viewed here.
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